Facoltà di Economia

I Dipartimenti hanno istituito la Facoltà allo scopo di potenziare l'efficacia e l'efficienza delle varie attività e di favorire lo sviluppo culturale, l'integrazione scientifica e l'organizzazione della didattica


La Facoltà di Economia è costituita dai dipartimenti:

Dipartimento di Economia e Finanza

Prof. Alberto Iozzi
Direttore

Dipartimento di Management e Diritto

Prof.ssa Martina Conticelli
Direttore

English-Taught Programmes

Explore our English-taught programmes and prepare for a global career in economics, business and finance.

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Marco Stefanucci

Locally Sparse Estimation in Functional Linear Models

Noemi Pace Seminars PhD EF
When

Wednesday, November 27, 2024 h. 13:00-14:00

Where

Sala del Consiglio

Description

Abstract

In a regression setting with functional covariates, it is of paramount importance to estimate coefficient functions that are interpretable. 
We develop a framework to estimate locally sparse functions which are exactly zero in a subset of positive Lebesgue measure of their 
domain. We achieve this by combining the B-splines basis with the Overlap Group Lasso penalty, a generalization of the L2 penalty 
which allows groups to have common elements. The corresponding optimization problem is solved using the Alternating Direction 
Method of Multipliers (ADMM) algorithm. The advantage of the proposed method over classical approaches is clearly stated and further 
supported by simulations and some case-studies, for both scalar and functional response regression models.